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The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
This paper extends previous work on finitedifference schemes over staggered grids for infinite-dimensional port-Hamiltonian systems. In the one-dimensional setting, it generalizes the discretization approach originally developed for the…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
In this paper, two high order complex contour discretization methods are proposed to simulate wave propagation in locally perturbed periodic closed waveguides. As is well known the problem is not always uniquely solvable due to the…
This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…
A brief review of the Stefan problem of solidification from a mixture, and its main numerical solution methods is given. Simulation of this problem in 2D or 3D is most practically done on a regular grid, where a sharp solid-liquid interface…
We revisit second-order-in-time space-time discretizations of the linear and semilinear wave equations by establishing precise equivalences with first-order-in-time formulations. Focusing on schemes using continuous piecewise-polynomial…
Summation-by-parts (SBP) finite difference methods have several desirable properties for second-order wave equations. They combine the computational efficiency of narrow-stencil finite difference operators with provable stability on…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
This paper proposes two algorithms to impose seepage boundary conditions in the context of Richards' equation for groundwater flows in unsaturated media. Seepage conditions are non-linear boundary conditions, that can be formulated as a set…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
We present a finite-difference scheme which solves the Stokes problem in the presence of curvilinear non-conforming interfaces and provides second-order accuracy on physical field (velocity, vorticity) and especially on pressure. The gist…
This paper is concerned with the accurate, conservative, and stable imposition of boundary conditions and inter-element coupling for multi-dimensional summation-by-parts (SBP) finite-difference operators. More precisely, the focus is on…
We present an explicit second order staggered finite difference (FD) discretization scheme for forward simulation of natural gas transport in pipeline networks. By construction, this discretization approach guarantees that the conservation…
In this paper, we propose two second-order methods for solving the \(\ell_1\)-regularized composite optimization problem, which are developed based on two distinct definitions of approximate second-order stationary points. We introduce a…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
When solving elliptic partial differential equations in a region containing immersed interfaces (possibly evolving in time), it is often desirable to approximate the problem using an independent background discretisation, not aligned with…
This work focuses on developing high-order energy-stable schemes for wave-dominated problems in closed domains using staggered finite-difference summation-by-parts (SBP FD) operators. We extend the previously presented uniform staggered…
High order accurate Hermite methods for the wave equation on curvilinear domains are presented. Boundaries are treated using centered compatibility conditions rather than more standard one-sided approximations. Both first-order-in-time…